Efficient sensitivity analysis in hidden markov models
نویسنده
چکیده
Sensitivity analysis in hidden Markov models (HMMs) is usually performed by means of a perturbation analysis where a small change is applied to the model parameters, upon which the output of interest is re-computed. Recently it was shown that a simple mathematical function describes the relation between HMM parameters and an output probability of interest; this result was established by representing the HMM as a (dynamic) Bayesian network. Up till now, however, no special purpose algorithms existed for determining this function. In this paper we present a new and efficient algorithm for computing sensitivity functions in HMMs; it is the first algorithm to this end which exploits the recursive properties of an HMM, while not relying on a Bayesian network representation.
منابع مشابه
Introducing Busy Customer Portfolio Using Hidden Markov Model
Due to the effective role of Markov models in customer relationship management (CRM), there is a lack of comprehensive literature review which contains all related literatures. In this paper the focus is on academic databases to find all the articles that had been published in 2011 and earlier. One hundred articles were identified and reviewed to find direct relevance for applying Markov models...
متن کاملEvaluation of the Hidden Markov Model for Detection of P300 in EEG Signals
Introduction: Evoked potentials arisen by stimulating the brain can be utilized as a communication tool between humans and machines. Most brain-computer interface (BCI) systems use the P300 component, which is an evoked potential. In this paper, we evaluate the use of the hidden Markov model (HMM) for detection of P300. Materials and Methods: The wavelet transforms, wavelet-enhanced indepen...
متن کاملA Simplified Matrix Formulation for Sensitivity Analysis of Hidden Markov Models
In this paper, a new algorithm for sensitivity analysis of discrete hidden Markov models (HMMs) is proposed. Sensitivity analysis is a general technique for investigating the robustness of the output of a system model. Sensitivity analysis of probabilistic networks has recently been studied extensively. This has resulted in the development of mathematical relations between a parameter and an ou...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Int. J. Approx. Reasoning
دوره 53 شماره
صفحات -
تاریخ انتشار 2012